The laws of thermodynamics are like the rules of a game. They tell us how energy works in the world.
The first law of thermodynamics says that energy can't be created or destroyed, it can only be changed from one form to another. So if you heat something up, the energy is still there, it just changed from a cold form to a hot form.
The second law of thermodynamics says that when energy is changed from one form to another, some of it will always get lost as heat. So even if you are trying to turn energy into something useful like electricity, some of the energy will be lost as heat.
The third law of thermodynamics is a bit more complicated. It says that as things get colder, they will eventually stop moving or doing anything. This means that at the very coldest temperatures, things won't have any energy left.